Even if you watch the movie very carefully, you would not be aware that the elephant that Miss Hannigan is riding is on ROLLER SKATES! The skates are not visible in the movie at all; only in the documentary on the making of the movie "Lights, Camera, Annie," shown on PBS on March 17, 1982. That final scene with the circus was originally supposed to be a lot longer, but much of it was cut, although pieces of it appear in the documentary.

Columbia Pictures today claims to have "lost" the original print of "Lights, Camera, Annie," which I find difficult to believe, but that's why it hasn't (yet) appeared on any of the Annie movie DVDs.